-22.1%
WULF vs WY
+0.3%
-22.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.6% | -12.3% | -5.1% |
| 7D | -12.8% | +13.3% | -26.2% | -10.5% |
| 30D | -20.9% | +17.6% | -38.5% | -18.8% |
| 3M | -38.0% | -15.0% | -23.0% | -36.1% |
| 6M | -47.5% | -5.9% | -41.6% | -46.7% |
| YTD | +1.8% | -5.7% | +7.6% | +3.5% |
| 1Y | -22.1% | -0.2% | -21.8% | -19.8% |
| All | -22.1% | +0.3% | -22.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling